Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-07 34.668801 37.371862 40.327628 43.827266 47.894897 52.521266 58.252061
2025-09-14 30.614682 34.125708 38.208778 43.398361 49.959806 58.193690 69.694076
2025-09-21 27.865917 31.670000 36.258143 42.352041 50.493966 61.439780 78.192991
2025-09-28 25.830868 29.774121 34.659835 41.370110 50.735705 64.068356 86.204885
2025-10-05 25.250533 29.578843 35.111741 43.021381 54.675535 72.553055 105.838270
2025-10-12 24.475700 29.037461 35.015722 43.847471 57.475336 79.834002 126.416165
2025-10-19 23.729346 28.457099 34.786724 44.411794 59.901162 87.000739 150.488170
2025-10-26 22.961944 27.783320 34.354477 44.596129 61.697385 93.439337 177.116564
2025-11-02 22.043588 26.840866 33.462864 43.969768 62.001431 97.034067 198.992370
2025-11-09 21.101209 25.812304 32.376508 42.931272 61.425722 98.664106 216.413492
2025-11-16 20.290872 24.928203 31.446574 42.060549 61.034305 100.608716 237.163505
2025-11-23 19.643165 24.242763 30.768703 41.539820 61.219122 103.921323 267.650141
2025-11-30 19.304242 24.006333 30.782963 42.228509 63.949195 114.587033 355.548397
2025-12-07 18.718108 23.388066 30.184844 41.834071 64.495270 119.974857 433.176215
2025-12-14 18.039894 22.605568 29.290450 40.851664 63.691616 121.395498 489.817397
2025-12-21 17.423277 21.889606 28.464526 39.929309 62.903072 122.690302 556.421277
2025-12-28 17.402951 22.048568 29.009098 41.479899 67.699799 143.510075 1141.914809
2026-01-04 17.212422 21.942555 29.123107 42.254569 70.918734 161.450088 3039.656139
2026-01-11 16.982216 21.765068 29.108701 42.783363 73.664516 179.889185 143364.121685
2026-01-18 16.696500 21.490471 28.918758 42.956023 75.565507 196.534092 NaN
2026-01-25 16.285621 21.008808 28.362849 42.369194 75.409290 203.332039 NaN
2026-02-01 15.825060 20.436931 27.634505 41.395357 74.101895 203.492197 NaN
2026-02-08 15.414867 19.932344 27.001805 40.577992 73.131626 205.268716 NaN